+196.7%
EXC vs UL
+107.7%
+89.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | +1.4% | +0.3% | +1.1% | +1.2% |
| 30D | +8.6% | +3.7% | +4.9% | +6.9% |
| 3M | +2.4% | +5.6% | -3.2% | -0.1% |
| 6M | +6.5% | +17.2% | -10.8% | -0.9% |
| YTD | +9.0% | +3.9% | +5.2% | +6.3% |
| 1Y | +4.6% | 0.0% | +4.6% | +3.5% |
| 3Y | +33.5% | +34.8% | -1.3% | +14.5% |
| 5Y | +41.4% | +32.4% | +9.0% | +19.3% |
| All | +196.7% | +107.7% | +89.0% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling